//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"free"
~accessRights:"restricted"
~person:"Gouriéroux, Christian"
~person:"Scherer, Bernd"
~person:"Sentana, Enrique"
~subject:"Financial services"
~subject:"Theorie"
~subject:"World"
~type_genre:"Working Paper"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Portfolio-Management"
Narrow search
Delete all filters
| 9 applied filters
Year of publication
From:
To:
Subject
All
Financial services
Theorie
World
Portfolio selection
21
Portfolio-Management
21
Theory
12
CAPM
6
Discounting
4
Diskontierung
4
Analysis of variance
3
Capital income
3
Dual optimization problem
3
Duales Optimierungsproblem
3
Estimation
3
Information
3
Kapitaleinkommen
3
Method of moments
3
Momentenmethode
3
Schätzung
3
Varianzanalyse
3
Volatility
3
Volatilität
3
Big Data
2
Cointegration
2
Euro area
2
Eurozone
2
Financial econometrics
2
Financial intermediation
2
Finanzintermediation
2
Finanzmarktökonometrie
2
Index derivative
2
Index futures
2
Index-Futures
2
Indexderivat
2
Kointegration
2
Public bond
2
Risikomaß
2
Risk measure
2
Schock
2
Shock
2
USA
2
United States
2
more ...
less ...
Online availability
All
Free
Undetermined
Type of publication
All
Book / Working Paper
12
Type of publication (narrower categories)
All
Working Paper
Arbeitspapier
12
Graue Literatur
11
Non-commercial literature
11
Article in journal
6
Aufsatz in Zeitschrift
6
Aufsatzsammlung
1
Bibliografie enthalten
1
Bibliography included
1
Handbook
1
Handbuch
1
Lehrbuch
1
Textbook
1
more ...
less ...
Language
All
English
12
Author
All
Gouriéroux, Christian
Scherer, Bernd
Sentana, Enrique
Platen, Eckhard
31
Uppal, Raman
27
Lucas, André
19
Gollier, Christian
18
Bacchetta, Philippe
16
Brooks, Robin
16
Guidolin, Massimo
16
McAleer, Michael
15
Van Wincoop, Eric
15
Ślepaczuk, Robert
15
Maurer, Raimond
14
Aizenman, Joshua
13
Evstigneev, Igor V.
13
Başak, Suleyman
12
Del Negro, Marco
12
Ledoit, Olivier
12
Malamud, Semyon
12
Tille, Cédric
12
Engle, Robert F.
11
Härdle, Wolfgang
11
Jondeau, Eric
11
Kelly, Bryan T.
11
Wolf, Michael
11
Glick, Reuven
10
He, Xue-zhong
10
Hens, Thorsten
10
Nicodano, Giovanna
10
Pesaran, M. Hashem
10
Pérez Amaral, Teodosio
10
Ranaldo, Angelo
10
Schenk-Hoppé, Klaus Reiner
10
Soner, Halil Mete
10
Warnock, Francis E.
10
Chiarella, Carl
9
Gomes, Francisco J.
9
Jiménez-Martín, Juan-Ángel
9
Pavlova, Anna
9
Sercu, Piet
9
Viceira, Luis M.
9
more ...
less ...
Published in...
All
CEMFI working paper
4
Discussion paper / Centre for Economic Policy Research
3
Discussion papers / CEPR
1
Documento de trabajo / Centro de Estudios Monetarios y Financieros
1
Documents de travail / Banque de France
1
Research paper series / Swiss Finance Institute
1
Swiss Finance Institute Research Paper
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Portfolio
management
with big data
Peñaranda, Francisco
;
Sentana, Enrique
-
2024
Persistent link: https://www.econbiz.de/10015049063
Saved in:
2
Volatility-related exchange traded assets : an econometric investigation
Mencía, Javier
;
Sentana, Enrique
-
2015
Persistent link: https://www.econbiz.de/10011408299
Saved in:
3
Shock on variable or shock on distribution with application to stress-tests
Dubecq, Simon
;
Gouriéroux, Christian
-
2012
Persistent link: https://www.econbiz.de/10009574513
Saved in:
4
Shock on variable or shock on distribution with application to stress-tests
Dubecq, Simon
;
Gouriéroux, Christian
-
2012
Persistent link: https://www.econbiz.de/10009553170
Saved in:
5
Positional
portfolio
management
Gagliardini, Patrick
;
Gouriéroux, Christian
;
Rubin, Mirco
-
2014
-
This version: March 2014
We study positional
portfolio
management
strategies in which the manager maximizes an expected utility function written …
Persistent link: https://www.econbiz.de/10010338730
Saved in:
6
Volatility-related exchange trade assets : an econometric investigation
Meníca, Javier
;
Sentana, Enrique
-
2015
Persistent link: https://www.econbiz.de/10010509490
Saved in:
7
Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation
Mencía, Javier
;
Sentana, Enrique
-
2008
Persistent link: https://www.econbiz.de/10003848138
Saved in:
8
The econometrics of mean-variance efficiency tests : a survey
Sentana, Enrique
-
2008
Persistent link: https://www.econbiz.de/10003848140
Saved in:
9
A comparison of mean-variance efficiency tests
Amengual, Dante
;
Sentana, Enrique
-
2008
Persistent link: https://www.econbiz.de/10003848142
Saved in:
10
Mean-variance portfolio allocation with a value at risk constraint
Sentana, Enrique
-
2001
Persistent link: https://www.econbiz.de/10001633973
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->